-100.0%
VMAR vs SPY
+121.3%
-221.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.5% |
| 7D | -18.0% | -2.7% | -15.3% | -16.0% |
| 30D | -16.8% | -5.4% | -11.4% | -12.9% |
| 3M | -28.8% | -4.1% | -24.7% | -26.4% |
| 6M | -94.4% | +0.7% | -95.1% | -94.5% |
| YTD | -99.4% | +8.7% | -108.0% | -99.4% |
| 1Y | -99.9% | +10.9% | -110.8% | -99.9% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| 5Y | -100.0% | +67.8% | -167.8% | -100.0% |
| All | -100.0% | +121.3% | -221.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling